It's a matter of taste. What do you prefer?
I love my headphone for playing with my mp3 player and just general playing around.
I would still like to have a monitor but it's not practical for just playing by myself. Even when I played with a band with acoustic drums this fall in the studio, I wanted headphones so I could get the right mix of everyone and protect my hearing.
Go on down to Guitar Center and try one out and then put on the headphones and see what YOU prefer.